SJG Sejong Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.09% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8803 | 6.84 | |
| 0.1144 | 8.01 | |
| 0.8094 | 32.07 | |
| -0.0130 | -0.32 | |
| 0.0542 | 0.89 | |
| -0.0390 | -0.87 | |
| -0.0583 | -1.35 | |
| 0.1696 | 3.78 | |
| -0.2446 | -3.87 | |
| 0.3045 | 2.50 |
Estimation Period:
Jan 7, 1998 to Feb 20, 2026
Jan 7, 1998 to Feb 20, 2026
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